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Robust multiperiod portfolio management in the presence of transaction costs
Bertsimas, Dimitris; Pachamanova, Dessislava A. - In: Computers & operations research : and their … 35 (2008) 1, pp. 3-17
Persistent link: https://www.econbiz.de/10003665715
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Scenario relaxation algorithm for finite scenario-based min-max regret and min-max relative regret robust optimization
Assavapokee, Tiravat; Realff, Matthew J.; Ammons, Jane C.; … - In: Computers & operations research : and their … 35 (2008) 6, pp. 2093-2102
Persistent link: https://www.econbiz.de/10003671713
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A multi-objective approach for robust airline scheduling
Burke, Edmund K.; De Causmaecker, Patrick; De Maere, Geert - In: Computers & operations research : and their … 37 (2010) 5, pp. 822-832
Persistent link: https://www.econbiz.de/10003921886
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Robust hedging strategies
Fonseca, Raquel J.; Rustem, Berç - In: Computers & operations research : and their … 39 (2012) 11, pp. 2528-2536
Persistent link: https://www.econbiz.de/10009552435
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The robust (minmax regret) single machine scheduling with interval processing times and total weighted completion time objective
Pereira, Jordi - In: Computers & operations research : and their … 66 (2016), pp. 141-152
Persistent link: https://www.econbiz.de/10011429001
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A bicriteria approach to robust optimization
Chassein, André; Goerigk, Marc - In: Computers & operations research : and their … 66 (2016), pp. 181-189
Persistent link: https://www.econbiz.de/10011429005
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Recovery-to-optimality : a new two-stage approach to robustness with an application to aperiodic timetabling
Goerigk, Marc; Schöbel, Anita - In: Computers & operations research : and their … 52 (2014), pp. 1-15
Persistent link: https://www.econbiz.de/10011281395
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Robust energy-aware routing with redundancy elimination
Coudert, David; Kodjo, Alvincie; Phan, Truong Khoa - In: Computers & operations research : and their … 64 (2015), pp. 71-85
Persistent link: https://www.econbiz.de/10011373450
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Optimization of robust area traffic control with equilibrium flow under demand uncertainty
Chiou, Suh-wen - In: Computers & operations research : and their … 41 (2014), pp. 399-411
Persistent link: https://www.econbiz.de/10010223297
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Robust investment decisions under supply disruption in petroleum markets
Gülpınar, Nalân; Canakoglu, Ethem; Pachamanova, Dessilava - In: Computers & operations research : and their … 44 (2014), pp. 75-91
Persistent link: https://www.econbiz.de/10010240596